Using OLS to test for normality

DOI10.1016/j.spl.2012.07.004zbMath1273.62046OpenAlexW3123846965MaRDI QIDQ712551

Haim Shalit

Publication date: 17 October 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.07.004

zbMATH Keywords

Kolmogorov-Smirnov testJarque-Bera testShapiro-Wilk testregression weights

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Parametric hypothesis testing (62F03)

Related Items (3)

On a test of normality based on the empirical moment generating function ⋮ On the General Deviation Measure and the Gini coefficient ⋮ The Shapley value decomposition of optimal portfolios

Cites Work

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• Testing normality: a GMM approach
• The distribution of a Lagrange multiplier test of normality
• More on the correct use of omnibus tests for normality
• A robust modification of the Jarque-Bera test of normality
• An Extension of Shapiro and Wilk's W Test for Normality to Large Samples
• An analysis of variance test for normality (complete samples)

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